Retrieving stock's volume. Mismatch between excel and python api

Hi
I am looking for Microsoft's volume.
I try
=@TR("MSFT.O";"AVG(TR.Volume);TR.Volume;TR.TURNOVER;TR.ACCUMULATEDVOLUME";"SDate=0D EDate=0D-29D";B9)
and the output is
25281455,920829953780019275720829953
It seems good
Unfortunatly, i try on python and i obtain different value :
df=ek.get_data(listRIC, ['TR.PriceClose.date','TR.MarketCapLocalCurn','AVG(TR.VOLUME(SDate=-29D,EDate=0D))'], {'SDate':'-0D', 'EDate':'-0D'})
The output is
Pandas(Index=0, Instrument='MSFT.OQ', Date='2024-01-09T00:00:00Z', _3=2792969860614.91, _4=8974470.66666667)
It looks like the turnover and not the volume.
Do you have any idea how to obtain the same result ?
Best regards,
Matthieu
Best Answer
-
Hi @m.barr
As MSFT.O is the best match with US5949181045, I confirm the second choice is the right one:
r = ek.get_symbology("US5949181045", from_symbol_type="ISIN", to_symbol_type="RIC")
ric = r["RIC"][0]If you manage a list of ISIN codes, you can retrieve all best matches in one call.
Ex:
r = ek.get_symbology(
["US5949181045", "US0378331005"],
from_symbol_type="ISIN",
to_symbol_type="RIC",
)
ric = list(r["RIC"])=> ric = ['MSFT.O', 'AAPL.O']
0
Answers
-
dear @m.barr
you get differt average volume betwwen Excel and Python because you don't submit the same ric.
as highlighted below, if you submit the same (MSFT.O), you will get the same average volume
0 -
Hi, Thank you for your answer.
Unfortunatly, i obtained this ric with the following formula :
ek.get_data(['US5949181045'], ['TR.RIC'])
Is there a way to obtain msft.O or accessing the entire available volume ?
It seems i could have the "main" ric with :
ek.get_symbology(['US5949181045'], from_symbol_type='ISIN', to_symbol_type='RIC')
What is the best way ?
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 688 Datastream
- 1.4K DSS
- 625 Eikon COM
- 5.2K Eikon Data APIs
- 11 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 255 ETA
- 557 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 276 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 1.9K Refinitiv Data Platform
- 695 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 105 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 92 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛